Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
15/08/2024 | 10,90% | 0,08 CHF | 0,09 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 2 608 CHF | 2 908 CHF | 100,00% | 100,00% |
14/08/2024 | 11,09% | 0,08 CHF | 0,09 CHF | 30 000 | 30 000 | 30 000 | 30 000 | 2 556 CHF | 2 856 CHF | 100,00% | 100,00% |
13/08/2024 | 10,71% | 0,09 CHF | 0,10 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 3 093 CHF | 3 443 CHF | 100,00% | 100,00% |
12/08/2024 | 11,83% | 0,08 CHF | 0,09 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 2 784 CHF | 3 134 CHF | 100,00% | 100,00% |
09/08/2024 | 12,53% | 0,08 CHF | 0,09 CHF | 40 000 | 40 000 | 40 000 | 40 000 | 2 997 CHF | 3 397 CHF | 100,00% | 100,00% |
08/08/2024 | 14,03% | 0,07 CHF | 0,08 CHF | 50 000 | 50 000 | 50 000 | 50 000 | 3 330 CHF | 3 830 CHF | 100,00% | 100,00% |
07/08/2024 | 15,39% | 0,06 CHF | 0,07 CHF | 45 000 | 45 000 | 45 000 | 45 000 | 2 705 CHF | 3 155 CHF | 100,00% | 100,00% |
06/08/2024 | 15,89% | 0,06 CHF | 0,07 CHF | 20 000 | 20 000 | 20 000 | 20 000 | 1 181 CHF | 1 381 CHF | 100,00% | 100,00% |
02/08/2024 | 9,10% | 0,11 CHF | 0,12 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 3 680 CHF | 4 030 CHF | 100,00% | 100,00% |
31/07/2024 | 12,14% | 0,08 CHF | 0,09 CHF | 35 000 | 35 000 | 35 000 | 35 000 | 2 752 CHF | 3 107 CHF | 43,96% | 43,96% |